Security Scan Report
Aggregate Timeseries
Advance/Decline Counts (t-1)
Advance % (t-1 + lookbacks)
MA Breadth % Above
ROC Breadth % Greater
SCL 5-Bar High - Low
Market Snapshot
| Ticker | As Of | Last Close | 1D % | 5D % |
|---|---|---|---|---|
| SPY | 2026-02-06 | 690.6200 | 1.92% | -0.20% |
| QQQ | 2026-02-06 | 609.6500 | 2.11% | -1.97% |
| IWM | 2026-02-06 | 265.0200 | 3.59% | 2.07% |
Summary (Breadth)
| Metric | Value | t-1 | t-2 | 10d Avg |
|---|---|---|---|---|
| Advances | 50 | 50 | 50 | 30.9000 |
| Declines | 8 | 8 | 8 | 26.9000 |
| Unchanged | 0 | 0 | 0 | 0.2000 |
| Net Advances | 42 | 42 | 42 | 4 |
| Advance/Decline Ratio | 6.2500 | 6.2500 | 6.2500 | 2.4481 |
| Advance % | 86.21% | 86.21% | 86.21% | 53.28% |
Summary (MA Breadth)
| Metric | Above % | Below % | Equal % | Valid |
|---|---|---|---|---|
| SMA 13 | 55.17% | 44.83% | 0.00% | 58 |
| SMA 28 | 51.72% | 48.28% | 0.00% | 58 |
| SMA 46 | 58.62% | 41.38% | 0.00% | 58 |
| SMA 8 (shift 5) | 50.00% | 50.00% | 0.00% | 58 |
Summary (ROC Breadth)
| Metric | > % | < % | = % | Valid |
|---|---|---|---|---|
| ROC 17 vs 5d | 51.72% | 48.28% | 0.00% | 58 |
| ROC 27 vs 4d | 48.28% | 51.72% | 0.00% | 58 |
Latest-Day Highlight (All Indicators)
| Date | Indicator | Signal Type | Count | Tickers |
|---|---|---|---|---|
| 2026-02-06 | roc_aggregate (roc_aggregate_2) | cross_below_both | 1 | T |
| 2026-02-06 | roc_aggregate (roc_aggregate_2) | cross_above_both | 32 | AAPL, ARKK, ASML, BAC, C, COIN, CRM, GE, GS, IBKR, INTC, IWM, JPM, MDB, MS, MSFT, MSTR, NVDA, PFE, PLTR, SCHW, SNAP, SNOW, SPY, TMO, VRT, WFC, XLB, XLF, XLI, XLK, XLV |
| 2026-02-06 | roc (roc_1) | crossover_up | 5 | AVGO, GE, NVDA, SMCI, XLRE |
| 2026-02-06 | roc (roc_1) | crossover_down | 1 | GOOG |
| 2026-02-06 | qrs_consist_excess (qrs_consist_excess_3) | main_cross_below_zero_3d | 1 | META |
| 2026-02-06 | qrs_consist_excess (qrs_consist_excess_3) | main_below_all_mas_neg_regime | 1 | TEAM |
| 2026-02-06 | qrs_consist_excess (qrs_consist_excess_3) | main_above_all_mas_pos_regime | 2 | GS, VRT |
| 2026-02-06 | qrs_consist_excess (qrs_consist_excess_3) | ma1_cross_below_zero | 2 | MDB, XLK |
| 2026-02-06 | qrs_consist_excess (qrs_consist_excess_3) | ma1_cross_below_ma2 | 3 | TMO, XLK, XLV |
| 2026-02-06 | qrs_consist_excess (qrs_consist_excess_3) | ma1_cross_above_zero | 1 | GE |
| 2026-02-06 | qrs_consist_excess (qrs_consist_excess_3) | ma1_cross_above_ma2 | 2 | AAPL, GE |
Indicator Rollups
qrs_consist_excess (qrs_consist_excess_3)
Settings: map1=7, map2=27, map3=56
Recent Window (last 5 dates)
| Date | Signal Type | Count | Tickers |
|---|---|---|---|
| 2026-02-06 | main_cross_below_zero_3d | 1 | META |
| 2026-02-06 | main_below_all_mas_neg_regime | 1 | TEAM |
| 2026-02-06 | main_above_all_mas_pos_regime | 2 | GS, VRT |
| 2026-02-06 | ma1_cross_below_zero | 2 | MDB, XLK |
| 2026-02-06 | ma1_cross_below_ma2 | 3 | TMO, XLK, XLV |
| 2026-02-06 | ma1_cross_above_zero | 1 | GE |
| 2026-02-06 | ma1_cross_above_ma2 | 2 | AAPL, GE |
| 2026-02-05 | main_cross_below_zero_3d | 1 | TSLA |
| 2026-02-05 | main_below_all_mas_neg_regime | 1 | XLY |
| 2026-02-05 | main_above_all_mas_pos_regime | 1 | PFE |
| 2026-02-05 | ma1_cross_below_ma2 | 1 | A |
| 2026-02-05 | ma1_cross_above_zero | 2 | XLK, XLP |
| 2026-02-05 | ma1_cross_above_ma2 | 2 | XLK, XLP |
| 2026-02-04 | main_cross_below_zero_3d | 3 | AMZN, AVGO, SNOW |
| 2026-02-04 | main_cross_above_zero_3d | 2 | COST, MMM |
| 2026-02-04 | main_below_all_mas_neg_regime | 1 | AMZN |
| 2026-02-04 | main_above_all_mas_pos_regime | 2 | MMM, XLU |
| 2026-02-04 | ma1_cross_above_zero | 2 | MDB, META |
| 2026-02-04 | ma1_cross_above_ma2 | 1 | CSCO |
| 2026-02-03 | main_cross_below_zero_3d | 3 | MDB, NVDA, XLK |
| 2026-02-03 | main_cross_above_zero_3d | 1 | PEP |
| 2026-02-03 | main_below_all_mas_neg_regime | 3 | MSTR, NVDA, XLK |
| 2026-02-03 | main_above_all_mas_pos_regime | 2 | JPM, VRT |
| 2026-02-03 | ma1_cross_above_ma2 | 2 | GOOG, XLC |
| 2026-02-02 | main_cross_above_zero_3d | 2 | GS, XLP |
| 2026-02-02 | main_below_all_mas_neg_regime | 2 | ORCL, XLY |
| 2026-02-02 | main_above_all_mas_pos_regime | 6 | BAC, C, GS, IWM, MS, WFC |
| 2026-02-02 | ma1_cross_above_ma2 | 1 | META |
| Older dates summarized: 192 dates, 1470 signals. |
roc (roc_1)
Settings: criteria=crossover, roc_lookback=12
Recent Window (last 5 dates)
| Date | Signal Type | Count | Tickers |
|---|---|---|---|
| 2026-02-06 | crossover_up | 5 | AVGO, GE, NVDA, SMCI, XLRE |
| 2026-02-06 | crossover_down | 1 | GOOG |
| 2026-02-05 | crossover_up | 6 | ASML, MMM, SPY, TSM, XLF, XLU |
| 2026-02-05 | crossover_down | 4 | IBKR, INTC, SMCI, XLV |
| 2026-02-04 | crossover_up | 3 | SBUX, TOL, XLV |
| 2026-02-04 | crossover_down | 2 | AMZN, ASML |
| 2026-02-03 | crossover_down | 9 | GS, MS, NVDA, QQQ, SBUX, SPY, TOL, TSM, XLK |
| 2026-02-02 | crossover_up | 15 | AAPL, AMZN, BAC, C, COST, GS, INTC, JPM, MA, QQQ, SPY, TOL, TSM, WFC, XLK |
| 2026-02-02 | crossover_down | 2 | XLRE, XLU |
| Older dates summarized: 228 dates, 1737 signals. |
roc_aggregate (roc_aggregate_2)
Settings: roc_lookbacks=[5, 10, 20], roc_change_lookbacks=[1, 3, 5], ma_short=5, ma_long=20
Recent Window (last 5 dates)
| Date | Signal Type | Count | Tickers |
|---|---|---|---|
| 2026-02-06 | cross_below_both | 1 | T |
| 2026-02-06 | cross_above_both | 32 | AAPL, ARKK, ASML, BAC, C, COIN, CRM, GE, GS, IBKR, INTC, IWM, JPM, MDB, MS, MSFT, MSTR, NVDA, PFE, PLTR, SCHW, SNAP, SNOW, SPY, TMO, VRT, WFC, XLB, XLF, XLI, XLK, XLV |
| 2026-02-05 | cross_below_both | 11 | A, C, JPM, MA, PFE, QCOM, TMO, XLB, XLF, XLI, XLV |
| 2026-02-05 | cross_above_both | 4 | AVGO, CSCO, TSM, XLU |
| 2026-02-04 | cross_below_both | 10 | CSCO, GS, INTC, IWM, MS, MSTR, ORCL, PLTR, TSLA, XLU |
| 2026-02-04 | cross_above_both | 7 | AAPL, BAC, JPM, PFE, SBUX, SMCI, XLRE |
| 2026-02-03 | cross_below_both | 17 | A, AMZN, AVGO, CRM, GOOG, IBKR, META, PFE, QCOM, QQQ, SCHW, SHOP, SPY, TMO, XLC, XLRE, XLY |
| 2026-02-03 | cross_above_both | 6 | CSCO, MMM, ORCL, TSLA, XLB, XLU |
| 2026-02-02 | cross_below_both | 4 | COIN, GS, NVDA, TSLA |
| 2026-02-02 | cross_above_both | 10 | AAPL, AMZN, COST, INTC, IWM, PFE, PLTR, SHOP, TOL, XLY |
| Older dates summarized: 200 dates, 3951 signals. |
Run Metadata
- Run ID: 20260209-1256
- Timestamp: 2026-02-09T12:56:02.710713+00:00
- Date Range: 2025-02-09 → 2026-02-09
- Interval: day
- Intraday Mode: disabled
- Tickers: 58
- Duration (s): 6.361
- JSON Output: /Volumes/cdrive/repos/optionstrat/scan-reports/security_scan_20260209-1256.json
- Markdown Output: /Volumes/cdrive/repos/optionstrat/scan-reports/security_scan_20260209-1256.md
- HTML Output: /Volumes/cdrive/repos/optionstrat/scan-reports/security_scan_20260209-1256.html
- Storage Usage: scan_db=7.5MB | options_db=1.2MB | task_logs=12.5MB | total=21.2MB